FTSE Russell Factsheet FTSE China A50 Index Data as at: 31 August 2021 bmkTitle1 The FTSE China A50 Index is a real-time tradable index comprising the 50 largest A Share FEATURES companies. The index offers the optimal balance between representativeness and tradability for China A Share market. Coverage 50 largest A Share stocks listed on the The index is distributed on an intra-second streaming basis, providing investors with the fastest Shanghai and Shenzhen stock exchanges. and most up-to-date read of the China A Share market to respond more rapidly to market Objective events.

The index is designed for use in the creation A Shares of index tracking funds, derivatives and as a A Shares are securities of companies incorporated in mainland China that trade on the Shanghai performance benchmark. or Shenzhen stock exchanges, quoted in Chinese Yuan (CNY). These shares are traded by Chinese investors in domestic markets, and by international investors via the Qualified Foreign Investability Institutional Investor (QFII) scheme, Renminbi Qualified Foreign Institutional Investor (RQFII) Stocks are selected and weighted to ensure scheme and Stock Connect programmes. that the index is investable.

Liquidity 5 -Year Performance - Total Return

(CNY) Stocks are screened to ensure that the index

is tradable. 220

200 Transparency 180 160 The indexes use a transparent, 140 methodologies-based construction process. 120 Index methodologies are freely available on 100 the FTSE Russell website. 80 60 Availability Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end The index is calculated based on price and total return methodologies, both real time FTSE China A50 FTSE China A Large Cap Free FTSE China A Free FTSE China A All Cap Free intra-second and end-of-day.

Industry Classification Benchmark

Performance and Volatility - Total Return (ICB)

Index (CNY) Return % Return pa %* Volatility %** Index constituents are categorized in 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR accordance with the Industry Classification FTSE China A50 -17.6 -17.8 -15.0 -4.1 41.1 71.2 12.2 11.4 21.5 20.8 17.6 Benchmark (ICB), the global standard for

FTSE China A Large Cap Free -7.8 -6.5 -4.2 4.9 58.9 56.3 16.7 9.3 19.1 20.9 16.3 industry sector analysis.

FTSE China A Free -4.5 -2.5 -0.7 6.2 60.2 48.8 17.0 8.3 17.9 20.7 16.1

FTSE China A All Cap Free -1.3 1.9 2.6 6.7 58.3 33.5 16.6 6.0 17.3 20.6 16.1

* Compound annual returns measured over 3 and 5 years respectively ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Year-on-Year Performance - Total Return

Index % (CNY) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020

FTSE China A50 -17.3 14.6 -11.7 68.8 -4.8 -4.0 35.7 -19.1 42.5 26.5

FTSE China A Large Cap Free -21.7 12.3 -8.6 52.8 5.9 -10.6 19.5 -25.2 40.4 31.4

FTSE China A Free -25.0 8.7 -2.6 50.3 11.7 -11.8 14.7 -26.5 38.3 30.2

FTSE China A All Cap Free -27.2 6.6 2.0 45.6 22.2 -13.8 6.6 -28.5 35.6 27.8

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3

Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE China A50 Index Data as at: 31 August 2021

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (CNY) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE China A Free All Cap Index FTSE China A50 -0.2 0.7 0.6 0.4 -25.2 -25.2 -29.1 -42.0

FTSE China A Large Cap Free 0.2 0.9 0.6 0.3 -15.8 -16.0 -31.8 -45.4 Index Launch

FTSE China A Free 0.3 0.9 0.5 0.3 -13.3 -15.7 -32.4 -48.8 13 December 2003 FTSE China A All Cap Free 0.4 0.8 0.4 0.3 -11.8 -15.3 -33.6 -55.3 Base Date

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table 21 July 2003 Drawdown - based on daily data

Base Value

Top 5 Constituents 5000 Constituent ICB Sector Net MCap (CNYm) Wgt % Investability Screen (A) Beverages 688,723 10.69 Actual free-float applied and liquidity (A) Banks 575,696 8.94 screened (Group) Company Of China (A) Life Insurance 459,467 7.13

Wuliangye Yibin (A) Beverages 355,037 5.51 Index Calculation (A) Banks 256,310 3.98 Real-time (intra second) and end-of-day

Totals 2,335,234 36.25 indices available

End-of-Day Distribution ICB Supersector Breakdown

12:00 hrs GMT via FTP and email ICB Code ICB Supersector No. of Cons Net MCap (CNYm) Wgt %

1010 Technology 1 244,204 3.79 Currency 1510 Telecommunications 2 101,690 1.58 CNY, HKD and USD (real time calculated in

2010 Health Care 5 380,884 5.91 CNY only) 3010 Banks 10 1,537,797 23.87 Review Dates 3020 Financial Services 3 406,552 6.31 Quarterly in March, June, September, 3030 Insurance 3 573,516 8.90 December

3510 Real Estate 1 128,032 1.99

4010 Automobiles and Parts 3 379,719 5.89

4020 Consumer Products and Services 2 188,584 2.93

4050 Travel and Leisure 1 178,292 2.77

4510 Food Beverage and Tobacco 9 1,623,782 25.21

5010 Construction and Materials 1 69,046 1.07

5020 Industrial Goods and Services 3 159,241 2.47

5510 Basic Resources 1 124,493 1.93

5520 Chemicals 1 151,915 2.36

6010 Energy 3 114,732 1.78

6510 Utilities 1 79,169 1.23

Totals 50 6,441,646 100.00

Index Characteristics

Attributes FTSE China A50

Number of constituents 50

Net MCap (CNYm) 6,441,646

Dividend Yield % 2.43

Constituent Sizes (Net MCap CNYm) Average 128,833

Largest 688,723

Smallest 11,385

Median 90,844

Weight of Largest Constituent (%) 10.69

Top 10 Holdings (% Index MCap) 52.24

31 August 2021

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE China A50 Index Data as at: 31 August 2021

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Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.